Deviance residuals from a fitted Cox model

d_i = sign(M) sqrt(-2[M + delta log(delta - M)]), a symmetrizing transform of the martingale residuals: roughly normal when the model holds.

Usage

Devresid(time, event, X, beta)

morie_survival_deviance(time, event, X, beta)

Arguments

time: observed follow-up times.
event: event indicator, 1 = event, 0 = censored.
X: covariate matrix, one row per subject.
beta: fitted coefficient vector.

Value

list with the deviance residuals and the martingale residuals they derive from.

References

Therneau, T. M., Grambsch, P. M. and Fleming, T. R. (1990). Martingale-based residuals for survival models. Biometrika 77(1), 147-160.

Examples

Devresid(time = c(1, 2, 3, 4, 5, 6, 7, 8), event = c(0, 1, 0, 1, 1, 0, 1, 0),
  X = c(1, 2, 3, 4, 5, 6, 7, 8), beta = 0.5)
#> $residuals
#> [1]  0.0000000  2.4175562 -0.2580838  1.6087206  1.0329666 -0.9740175 -0.1518396
#> [8] -1.9554489
#> 
#> $martingale
#> [1]  0.00000000  0.97980034 -0.03330361  0.88707941  0.71228910 -0.47435509
#> [7] -0.15961999 -1.91189015
#> 
#> $sum_of_squares
#> [1] 14.36173
#> 
#> $max_abs
#> [1] 2.417556
#> 
#> $n
#> [1] 8
#> 
#> $is_model_deviance
#> [1] FALSE
#> 
#> $method
#> [1] "d_i = sign(M) sqrt(-2[M + delta log(delta - M)])"
#>